Under setup >payment > tax rules > apply tax, wouldn't you want everything selected?
Some other things to check -- that client should actually pay tax based on your tax rules, and client > profile > tax exempt is deselected.
In the same window (setup > payments > tax rules ) have you also checked the first 'tax enabled' box.
Also under setup > products and services for every product your need to check details > apply tax
Good luck!
Dave